Rolling bearings having a roller cage, such as double row cylinder rolling bearings, are used as a rule in machine tools, rolling stands or else large gear mechanisms. Double row cylinder rolling bearings comprise a double roller cage with an annular web from which webs which are offset with respect to one another protrude axially on both sides. Receiving pockets are formed between the webs, in which receiving pockets the cylindrical rollers are held. Bearings of this type are not self-retaining as a rule, that is to say all the bearing parts cannot be readily installed and dismantled separately because the rolling bodies would fall out. As a result, the mounting of the bearing, its maintenance and also examination are made more difficult. It is also disadvantageous that the web cross section is of relatively small configuration and a web can break off easily during operation of the bearing.